Euro Bund Future September 2022
Trading Metrics calculated at close of trading on 02-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
157.35 |
158.57 |
1.22 |
0.8% |
154.21 |
High |
158.54 |
159.70 |
1.16 |
0.7% |
157.97 |
Low |
156.74 |
157.10 |
0.36 |
0.2% |
153.78 |
Close |
158.42 |
158.10 |
-0.32 |
-0.2% |
157.64 |
Range |
1.80 |
2.60 |
0.80 |
44.4% |
4.19 |
ATR |
2.00 |
2.04 |
0.04 |
2.2% |
0.00 |
Volume |
562,818 |
680,972 |
118,154 |
21.0% |
3,418,603 |
|
Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.10 |
164.70 |
159.53 |
|
R3 |
163.50 |
162.10 |
158.82 |
|
R2 |
160.90 |
160.90 |
158.58 |
|
R1 |
159.50 |
159.50 |
158.34 |
158.90 |
PP |
158.30 |
158.30 |
158.30 |
158.00 |
S1 |
156.90 |
156.90 |
157.86 |
156.30 |
S2 |
155.70 |
155.70 |
157.62 |
|
S3 |
153.10 |
154.30 |
157.39 |
|
S4 |
150.50 |
151.70 |
156.67 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.03 |
167.53 |
159.94 |
|
R3 |
164.84 |
163.34 |
158.79 |
|
R2 |
160.65 |
160.65 |
158.41 |
|
R1 |
159.15 |
159.15 |
158.02 |
159.90 |
PP |
156.46 |
156.46 |
156.46 |
156.84 |
S1 |
154.96 |
154.96 |
157.26 |
155.71 |
S2 |
152.27 |
152.27 |
156.87 |
|
S3 |
148.08 |
150.77 |
156.49 |
|
S4 |
143.89 |
146.58 |
155.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.70 |
154.75 |
4.95 |
3.1% |
2.04 |
1.3% |
68% |
True |
False |
702,119 |
10 |
159.70 |
149.69 |
10.01 |
6.3% |
2.03 |
1.3% |
84% |
True |
False |
709,002 |
20 |
159.70 |
149.69 |
10.01 |
6.3% |
1.92 |
1.2% |
84% |
True |
False |
698,314 |
40 |
159.70 |
140.67 |
19.03 |
12.0% |
2.18 |
1.4% |
92% |
True |
False |
813,896 |
60 |
159.70 |
140.67 |
19.03 |
12.0% |
1.88 |
1.2% |
92% |
True |
False |
601,968 |
80 |
159.70 |
140.67 |
19.03 |
12.0% |
1.70 |
1.1% |
92% |
True |
False |
452,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.75 |
2.618 |
166.51 |
1.618 |
163.91 |
1.000 |
162.30 |
0.618 |
161.31 |
HIGH |
159.70 |
0.618 |
158.71 |
0.500 |
158.40 |
0.382 |
158.09 |
LOW |
157.10 |
0.618 |
155.49 |
1.000 |
154.50 |
1.618 |
152.89 |
2.618 |
150.29 |
4.250 |
146.05 |
|
|
Fisher Pivots for day following 02-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
158.40 |
158.05 |
PP |
158.30 |
158.00 |
S1 |
158.20 |
157.96 |
|